Pages that link to "Item:Q1379915"

The following pages link to Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap (Q1379915):

Displaying 18 items.

• Exact permutation tests for non-nested non-linear regression models (Q275249) (← links)
• The impact of warrants introduction: sign effect or magnitude effect? (Q394483) (← links)
• A simple test for regression specification with non-nested alternatives (Q738119) (← links)
• Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
• AUTOREG: A computer program library for dynamic econometric models with autoregressive errors (Q1141447) (← links)
• A robust test for non-nested hypotheses (Q1633222) (← links)
• Bootstrap \(J\) tests of nonnested linear regression models (Q1867735) (← links)
• On the asymptotic validity of a bootstrap method for testing nonnested hypotheses (Q1929857) (← links)
• Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions (Q2488404) (← links)
• Improving robust model selection tests for dynamic models (Q3004021) (← links)
• The robustness, reliabiligy and power of heteroskedasticity tests (Q4246596) (← links)
• Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results (Q4246598) (← links)
• NONNESTED LINEAR MODEL SELECTION REVISITED (Q4541765) (← links)
• Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables (Q4649603) (← links)
• FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS (Q4817432) (← links)
• Non-nested hypothesis testing inference for GAMLSS models (Q5106846) (← links)
• Nonnested hypothesis testing in the class of varying dispersion beta regressions (Q5130216) (← links)
• Encompassing tests when no model is encompassing (Q5952034) (← links)